230316 - Empirical Research in Business (co-taught with Prof. Jonathan Hill) |
Announcements
(03/12/2009) (A) The solution set to PS3 is posted below. (B) Please note that the deadline for returning your answers to PS4 is rescheduled to DECEMBER 7 by 5PM. I will leave an envelope on my door. If you won't be on campus that day, you can also email me your answers.
(27/11/2009) Please note that the computer lab that was scheduled for Dec 9 is rescheduled to Dec 3 between 10:45 to 12:30 in GZ102.
(23/11/2009) Please note that PS 4 is posted below (the assignment and the data set to be used). It is due on December 8 at the start of the lecture.
(17/11/2009) Please note that PS 3 is posted below (the assignment and the data set to be used). It is due on December 1 at the start of the lecture.
(09/11/2009) Please note that the computer lab that was scheduled for Nov 11 is rescheduled to Nov 18 (same time and place).
(28/10/2009) Please read Chapters 13 and 14 (Simple & Advanced Panel Data Methods) from Wooldridge for next week's lecture.
(15/09/2009) Welcome to Empirical Research in Business!
Syllabus
Syllabus (updated October 28, 2009)
Lecture Notes
PART 1 - See Prof. Jonathan Hill's course webpage
PART 2
Lecture 1
Lecture 2
Lecture
3
Lecture 4
Lecture 5
Extra
examples
Lecture 6 (no lecture - final exam)
Problem Sets
PS 1 - See Prof. Jonathan Hill's course webpage
PS 2 - See Prof. Jonathan Hill's course webpage
PS 3 - Assignment
- Data - Do file - Log file -
Solution
PS 4 - Assignment
- Data - Do file - Log file -
Solution [Note: When the
instrument is binary and the only regressor in
the structural equation is the endogenous variable, the IV estimator is
called the Wald estimator.]
STATA Labs
Lab 1 - See Prof. Jonathan Hill's course webpage
Lab 2 - See Prof. Jonathan Hill's course webpage
Lab 3 - See Prof. Jonathan Hill's course webpage
Lab 4 - Assignment - Do file - Data - Data Description
- Solution
Lab 5 - Assignment
- Do file - Data1 - Data 2 - Data Description
- Solution
Lab 6 - Do file - Data - Data Description
- Solution
Lab 7 - Assignment - Do file - Data - Data Description
- Solution
Exams
Midterm Exam
(Solution) - See Prof. Jonathan Hill's course webpage
Final Exam (Solution)
Grades